Anic Equity

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Total return since start: 0.569 %

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Equity now: -----------------------------> 47918.75 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46523.8 Kr

PnL: ---------------------------------------> -364.77 Kr

DD now: ---------------------------------> -1.462 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-23 12:47:04.732624'

Anic Portfolio

Today

Return: 0.012 %

This Week

Return: 0.012 %

Total

Return: 56.874 %

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Beijer Electronics Group	26	2.310000	3218.800000	247.800000	8.340000	2971.000006
HEBA B	70	2.670000	2828.000000	192.000000	7.280000	2636.000010
Corem Property Group B	59	1.150000	620.680000	43.680000	7.570000	576.999999
AcadeMedia	12	0.970000	599.040000	42.040000	7.550000	557.000004
Samhällsbyggnadsbo. i Norden B	20	3.020000	392.100000	37.100000	10.450000	355.000000
MedCap	2	2.700000	457.000000	36.000000	8.550000	421.000000
HMS Networks	2	2.570000	702.400000	29.400000	4.370000	673.000000
Boozt	12	-0.360000	1680.000000	26.000000	1.570000	1653.999996
Resurs Holding	22	-0.480000	598.180000	24.180000	4.210000	573.999998
OEM International B	7	1.030000	551.600000	23.600000	4.470000	527.999997
FM Mattsson Mora Group B	50	-0.840000	2950.000000	23.000000	0.790000	2927.000000
SAAB B	8	-1.210000	3398.400000	21.400000	0.630000	3377.000000
Eastnine	4	0.000000	508.800000	17.800000	3.630000	491.000000
Intrum	4	1.490000	544.000000	17.000000	3.230000	527.000000
Norva24 Group	16	-0.570000	556.800000	13.800000	2.540000	543.000000
Coor Service Management Hold.	8	1.790000	544.800000	12.800000	2.410000	532.000000
Karnov Group	9	-0.330000	539.100000	3.100000	0.580000	536.000004
Fastighetsbolag. Emilshus Pref	21	-0.370000	564.900000	2.900000	0.520000	562.000005
CTEK	13	1.280000	536.770000	2.770000	0.520000	533.999999
Swedbank A	3	-0.340000	565.350000	1.350000	0.240000	564.000000
Securitas B	6	1.190000	570.720000	0.720000	0.130000	570.000000
Samhällsbyggnadsbo. i Norden D	12	2.090000	246.000000	0.000000	0.000000	246.000000
Creaspac SPAC	6	-0.210000	576.600000	-0.400000	-0.070000	577.000002
Midsona B	63	3.710000	580.860000	-2.140000	-0.370000	582.999984
Handelsbanken A	5	-0.180000	543.000000	-3.000000	-0.550000	546.000000
Essity B	2	-2.360000	563.800000	-10.200000	-1.780000	574.000000
Nordea Bank Abp	29	-0.270000	3439.400000	-14.600000	-0.420000	3453.999992
Essity A	4	-1.740000	1130.000000	-19.000000	-1.650000	1149.000000
Sampo Oyj SDB	7	-0.460000	3825.500000	-24.500000	-0.640000	3850.000000
International Petroleum Corp.	5	2.830000	563.500000	-31.070000	-5.230000	594.565215
Vivesto	1368	-1.670000	547.200000	-65.800000	-10.730000	612.999432
Axfood	13	0.210000	3668.600000	-87.400000	-2.330000	3756.000001
OX2	18	-0.430000	1442.700000	-221.300000	-13.300000	1663.999992
Fasadgruppen Group	35	0.400000	3500.000000	-311.000000	-8.160000	3810.999990
Ovzon	52	3.070000	2969.200000	-392.800000	-11.680000	3361.999992
TOTAL			46523.800000	-364.770000	-1.46235%	46888.564618

Updated:

'2023-01-23 12:47:17.102837'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.